Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 748047.8919 | 755694.9555 | -7647.0636 | -14571.6701 | 833.8831 | -15405.5533 |
Total P&L (%) | 748.0479 | 755.695 | -7.6471 | -14.5717 | 0.8339 | -15.4056 |
Avg Daily Profit (%) | 0.3176 | 0.3208 | -0.0032 | -0.0067 | 0.0004 | -0.0071 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120725 | -114728 | -156786 | -117724 | -137201 | -117267 |
Profit Factor | 2.4859 | 3.8739 | 0.9682 | 0.9687 | 1.0032 | 0.9248 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 24 | 11 | 13 | 24 | 11 | 13 |
Losing Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Profitability (%) | 36.9231 | 33.3333 | 40.625 | 36.9231 | 33.3333 | 40.625 |
Ratio Avg Win / Avg Loss | 4.2467 | 7.7479 | 1.4151 | 1.6549 | 2.0064 | 1.3516 |
Largest Winning Trade | 870812 | 870812 | 48331 | 161603 | 161603 | 45480 |
Largest Losing Trade | -46908 | -31775 | -46908 | -33613 | -29105 | -33613 |
Avg Bars in Trades | 101 | 106 | 95 | 101 | 106 | 95 |
Avg Bars in Winners | 173 | 205 | 145 | 173 | 205 | 145 |
Avg Bars in Losers | 59 | 56 | 61 | 59 | 56 | 61 |
Bars Traded | 6572 | 3504 | 3068 | 6572 | 3504 | 3068 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -127582 | 343191 | -582789 | -719363 | -580519 | -582789 |
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{ "first_band": { "type": "kcl", "factors": { "length": 215, "offset": 0, "scalar": 1 } }, "second_band": { "type": "dcm", "factors": { "length": 62, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 215, "offset": 0, "scalar": 1 } }, "second_band": { "type": "dcm", "factors": { "length": 62, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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